NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 96.80 98.90 2.10 2.2% 96.90
High 99.36 99.76 0.40 0.4% 100.02
Low 96.67 97.33 0.66 0.7% 94.50
Close 98.24 98.78 0.54 0.5% 97.99
Range 2.69 2.43 -0.26 -9.7% 5.52
ATR 2.85 2.82 -0.03 -1.1% 0.00
Volume 50,829 42,131 -8,698 -17.1% 236,285
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.91 104.78 100.12
R3 103.48 102.35 99.45
R2 101.05 101.05 99.23
R1 99.92 99.92 99.00 99.27
PP 98.62 98.62 98.62 98.30
S1 97.49 97.49 98.56 96.84
S2 96.19 96.19 98.33
S3 93.76 95.06 98.11
S4 91.33 92.63 97.44
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.06 111.55 101.03
R3 108.54 106.03 99.51
R2 103.02 103.02 99.00
R1 100.51 100.51 98.50 101.77
PP 97.50 97.50 97.50 98.13
S1 94.99 94.99 97.48 96.25
S2 91.98 91.98 96.98
S3 86.46 89.47 96.47
S4 80.94 83.95 94.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.76 95.44 4.32 4.4% 2.96 3.0% 77% True False 46,623
10 100.27 94.50 5.77 5.8% 2.93 3.0% 74% False False 46,448
20 100.27 90.73 9.54 9.7% 2.71 2.7% 84% False False 42,894
40 104.65 90.73 13.92 14.1% 2.71 2.7% 58% False False 33,742
60 115.58 90.73 24.85 25.2% 3.05 3.1% 32% False False 26,756
80 115.58 90.73 24.85 25.2% 2.78 2.8% 32% False False 22,371
100 115.58 90.73 24.85 25.2% 2.67 2.7% 32% False False 19,556
120 115.58 90.73 24.85 25.2% 2.55 2.6% 32% False False 18,147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 110.09
2.618 106.12
1.618 103.69
1.000 102.19
0.618 101.26
HIGH 99.76
0.618 98.83
0.500 98.55
0.382 98.26
LOW 97.33
0.618 95.83
1.000 94.90
1.618 93.40
2.618 90.97
4.250 87.00
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 98.70 98.39
PP 98.62 98.00
S1 98.55 97.62

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These figures are updated between 7pm and 10pm EST after a trading day.

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